J&l Harvard Business Case Study

534 Words3 Pages
Loi Nguyen ECB 352 J & L Railroad Assignment Questions 1. Should J & L hedge all of its exposure to diesel fuel? What percentage of the 4.5 million gallons per month would you hedge? Yes they should hedge but not necessarily all of its exposure to diesel fuel. Since the 4.5 million is just an expected amount of fuel, J&L cannot achieve a perfect hedge in the future. They should estimate the accurate demand for fuel next year. 2. What are the pros and cons of using NYMEX contracts versus using the risk-management products offered by Continental Bank? Is the use of a monthly average price a net advantage or disadvantage to J & L? Using NYMEX contracts will minimize the asset mismatch aspect of basic risk, along with a better liquidity. However, since diesel fuel is not a traded commodity, it cannot be directly hedged and J&L will suffer a certain amount of basis risk. J&L will also need to post a margin for their future contracts at NYMEX. Using product offered by Continental Bank would require a higher cost for J&L, and illiquid compared with NYMEX. However, they won’t need to post a margin at the beginning of the contract. The use of a monthly average price a net would be an advantage to J&L. 3. Using the estimate of 4.5 million gallons per month, how would you construct a futures hedge for the next 12 months? How would you construct a commodity-swap hedge? In order to construct a future hedge, J&L should short a future contract. (in order to gain from the price decrease) In order to construct a commodity- swap hedge, J&L need to sell a floor while simultaneously buy a cap 4. Should Craft consider using a cap as a hedge? What strike price(s) for the cap(s) would you recommend he use to construct a hedge for the next 12 months? Craft should consider using a cap as a hedge since the bank agrees to pay the excess

More about J&l Harvard Business Case Study

Open Document